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Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.
Xiaojun Chen
Alexander Shapiro
Hailin Sun
Published in:
SIAM J. Optim. (2019)
Keyphrases
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convergence analysis
optimality conditions
sample average approximation
stationary points
newton method
nonlinear programming
lower level
global convergence
stochastic model
sample size
linear program
optimization method
high level
evolutionary algorithm